-100.0%
DFNS vs LBRT
+96.5%
-196.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +5.4% | -17.6% | -12.1% |
| 7D | -44.0% | -29.1% | -14.9% | -44.6% |
| 30D | -69.1% | -38.4% | -30.7% | -69.6% |
| 3M | -95.6% | -40.1% | -55.6% | -95.7% |
| 6M | -96.2% | -62.9% | -33.3% | -96.3% |
| YTD | -99.6% | -34.5% | -65.1% | -99.6% |
| 1Y | -99.7% | -30.2% | -69.5% | -99.7% |
| 3Y | -100.0% | -37.5% | -62.5% | -100.0% |
| 5Y | -100.0% | +7.6% | -107.6% | -100.0% |
| All | -100.0% | +96.5% | -196.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling